scholarly journals WINNING ENTRY OF THE K. U. LEUVEN TIME-SERIES PREDICTION COMPETITION

1999 ◽  
Vol 09 (08) ◽  
pp. 1485-1500 ◽  
Author(s):  
J. McNAMES ◽  
J. A. K. SUYKENS ◽  
J. VANDEWALLE
Keyword(s):  
Time Series ◽  
Exploratory Data Analysis ◽  
Nonlinear Modeling ◽  
International Workshop ◽  
Time Series Prediction ◽  
Data Set ◽  
Local Averaging ◽  
Local Modeling ◽  
Data Points ◽  
Exploratory Data

In this paper we describe the winning entry of the time-series prediction competition which was part of the International Workshop on Advanced Black-Box Techniques for Nonlinear Modeling, held at K. U. Leuven, Belgium on July 8–10, 1998. We also describe the source of the data set, a nonlinear transform of a 5-scroll generalized Chua's circuit. Participants were given 2000 data points and were asked to predict the next 200 points in the series. The winning entry exploited symmetry that was discovered during exploratory data analysis and a method of local modeling designed specifically for the prediction of chaotic time-series. This method includes an exponentially weighted metric, a nearest trajectory algorithm, integrated local averaging, and a novel multistep ahead cross-validation estimation of model error for the purpose of parameter optimization.

Graphical Exploratory Data Analysis for Categorical Longitudinal and Time Series Data

2013 ◽  
Author(s):  
Stephen J. Tueller ◽  
Richard A. Van Dorn ◽  
Georgiy Bobashev ◽  
Barry Eggleston
Keyword(s):  
Time Series ◽  
Data Analysis ◽  
Exploratory Data Analysis ◽  
Time Series Data ◽  
Series Data ◽  
Exploratory Data

Nonlinear Time-Series Prediction with Missing and Noisy Data

1998 ◽  
Vol 10 (3) ◽  
pp. 731-747 ◽  
Author(s):  
Volker Tresp ◽  
Reimar Hofmann
Keyword(s):  
Time Series ◽  
Stochastic Simulation ◽  
Time Series Prediction ◽  
Noisy Data ◽  
Nonlinear Time Series ◽  
Point Of View ◽  
Data Set ◽  
Sunspot Data ◽  
Error Bars ◽  
Probabilistic Point

We derive solutions for the problem of missing and noisy data in nonlinear time-series prediction from a probabilistic point of view. We discuss different approximations to the solutions—in particular, approximations that require either stochastic simulation or the substitution of a single estimate for the missing data. We show experimentally that commonly used heuristics can lead to suboptimal solutions. We show how error bars for the predictions can be derived and how our results can be applied to K-step prediction. We verify our solutions using two chaotic time series and the sunspot data set. In particular, we show that for K-step prediction, stochastic simulation is superior to simply iterating the predictor.

scholarly journals A Period-Aware Hybrid Model Applied for Forecasting AQI Time Series

2020 ◽  
Vol 12 (11) ◽  
pp. 4730 ◽  
Author(s):  
Ping Wang ◽  
Hongyinping Feng ◽  
Guisheng Zhang ◽  
Daizong Yu
Keyword(s):  
Time Series ◽  
Air Quality ◽  
Hybrid Model ◽  
Prediction Models ◽  
Time Series Prediction ◽  
Input Vector ◽  
Period Function ◽  
Data Set ◽  
Luenberger Observer ◽  
Extraction Algorithm

An accurate, reliable and stable air quality prediction system is conducive to the public health and management of atmospheric ecological environment; therefore, many models, individual or hybrid, have been implemented widely to deal with the prediction problem. However, many of these models do not take into consideration or extract improperly the period information in air quality index (AQI) time series, which impacts the models’ learning efficiency greatly. In this paper, a period extraction algorithm is proposed by using a Luenberger observer, and then a novel period-aware hybrid model combined the period extraction algorithm and tradition time series models is build to exploit the comprehensive forecasting capacity to the AQI time series with nonlinear and non-stationary noise. The hybrid model requires a multi-phase implementation. In the first step, the Luenberger observer is used to estimate the implied period function in the one-dimensional AQI series, and then the analyzed time series is mapped to the period space through the function to obtain the period information sub-series of the original series. In the second step, the period sub-series is combined with the original input vector as input vector components according to the time points to establish a new data set. Finally, the new data set containing period information is applied to train the traditional time series prediction models. Both theoretical proof and experimental results obtained on the AQI hour values of Beijing, Tianjin, Taiyuan and Shijiazhuang in North China prove that the hybrid model with period information presents stronger robustness and better forecasting accuracy than the traditional benchmark models.

Recurrent Neural Networks for Predicting Outcomes after Liver Transplantation: Representing Temporal Sequence of Clinical Observations

2001 ◽  
Vol 40 (05) ◽  
pp. 386-391 ◽  
Author(s):  
H. R. Doyle ◽  
B. Parmanto
Keyword(s):  
Neural Networks ◽  
Time Series ◽  
Liver Transplant ◽  
Recurrent Neural Networks ◽  
Current Model ◽  
Time Series Prediction ◽  
Data Set ◽  
Test Set ◽  
Clinical Observations ◽  
Learning Set

Summary Objectives: This paper investigates a version of recurrent neural network with the backpropagation through time (BPTT) algorithm for predicting liver transplant graft failure based on a time series sequence of clinical observations. The objective is to improve upon the current approaches to liver transplant outcome prediction by developing a more complete model that takes into account not only the preoperative risk assessment, but also the early postoperative history. Methods: A 6-fold cross-validation procedure was used to measure the performance of the networks. The data set was divided into a learning set and a test set by maintaining the same proportion of positive and negative cases in the original set. The effects of network complexity on overfitting were investigated by constructing two types of networks with different numbers of hidden units. For each type of network, 10 individual networks were trained on the learning set and used to form a committee. The performance of the networks was measured exhaustively with respect to both the entire training and test sets. Results: The networks were capable of learning the time series problem and achieved good performances of 90% correct classification on the learning set and 78% on the test set. The prediction accuracy increases as more information becomes progressively available after the operation with the daily improvement of 10% on the learning set and 5% on the test set. Conclusions: Recurrent neural networks trained with BPTT algorithm are capable of learning to represent temporal behavior of the time series prediction task. This model is an improvement upon the current model that does not take into account postoperative temporal information.

Study of Cubic Splines and Fourier Series as Interpolation Techniques for Filling in Short Periods of Missing Building Energy Use and Weather Data

Solar Energy ◽  
2002 ◽  
Author(s):  
Juan-Carlos Baltazar ◽  
David E. Claridge
Keyword(s):  
Time Series ◽  
Fourier Series ◽  
Energy Use ◽  
Linear Interpolation ◽  
Cubic Splines ◽  
Dew Point ◽  
Weather Data ◽  
Data Set ◽  
Data Points ◽  
Interpolation Techniques

A study of cubic splines and Fourier series as interpolation techniques for filling in missing data in energy and meteorological time series is presented. The followed procedure created artificially missing points (pseudo-gaps) in measured data sets and was based on the local behavior of the data set around those pseudo-gaps. Five variants of the cubic spline technique and 12 variants of Fourier series were tested and compared with linear interpolation, for filling in gaps of 1 to 6 hours of data in 20 samples of energy use and weather data. Each of the samples is at least one year in length. The analysis showed that linear interpolation is superior to the spline and Fourier series techniques for filling in 1–6 hour gaps in time series dry bulb and dew point temperature data. For filling 1–6 hour gaps in building cooling and heating use, the Fourier series approach with 24 data points before and after each gap and six constants was found to be the most suitable. In cases where there are insufficient data points for the application of this approach, simple linear interpolation is recommended.

Techniques for Exploring and Presenting Data Applied to Lake Phosphorus Concentration

1980 ◽  
Vol 37 (2) ◽  
pp. 290-294 ◽  
Author(s):  
K. H. Reckhow
Keyword(s):  
Water Quality ◽  
Data Analysis ◽  
Information Transfer ◽  
Exploratory Data Analysis ◽  
Statistical Significance ◽  
Phosphorus Concentration ◽  
Data Set ◽  
Exploratory Data ◽  
Water Quality Models ◽  
Single Graph

Water quality sampling and data analysis are undertaken to acquire and convey information. Therefore, when data are presented, the form of this presentation should be such that information transfer is high. For example, a graph or table of average values is often an inadequate summary of batches of data. As an alternative, a technique is presented (that was developed for exploratory data analysis purposes) that can be used to display several sets of data on a single graph, indicating median, spread, skew, size of data set, and statistical significance of the median. This technique is useful in the study of phosphorus concentration variability in lakes. Additions to, and modifications of, this procedure are easily made and will often enhance the analysis of a particular problem. Some suggestions are made for useful modifications of the plots in the study and display of phosphorus lake data and models.Key words: limnology, exploratory data analysis, statistics, phosphorus, water quality, models, lakes

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